-84.3%
FRMI vs JAAA
+4.5%
-88.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.3% | +4.0% |
| 7D | +2.4% | +0.2% | +2.2% | -0.6% |
| 30D | -17.3% | +0.5% | -17.8% | -24.7% |
| 3M | -17.2% | +1.3% | -18.4% | -35.1% |
| 6M | -43.4% | +2.7% | -46.0% | -65.2% |
| YTD | -36.0% | +3.2% | -39.2% | -59.2% |
| All | -84.3% | +4.5% | -88.7% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling